3. Suppose you have the following data on two risky assets: R = .17 01 = .25 R2 = .10 02 = .12 You plan to put 60% of your wealth in asset 1 and 40% of your wealth in asset 2. Calculate the mean and the standard deviation of the resulting portfolio for values of the correlation equal to -1, 0, 0.2, 0.5 and 1. What is the maximum value of the standard deviation of the portfolio, and why